Risk-averse stochastic optimal control: an efficiently computable statistical upper bound (Q6047690)
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scientific article; zbMATH DE number 7736824
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-averse stochastic optimal control: an efficiently computable statistical upper bound |
scientific article; zbMATH DE number 7736824 |
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Risk-averse stochastic optimal control: an efficiently computable statistical upper bound (English)
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12 September 2023
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stochastic programming
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stochastic optimal control
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SDDP
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dynamic programming
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risk measures
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statistical upper bounds
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